+592.1%
JPM vs CI
+143.6%
+448.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +13.9% | -5.2% | +19.1% | +15.6% |
| 6M | +23.5% | +4.3% | +19.2% | +20.8% |
| YTD | +11.6% | +2.8% | +8.9% | +9.5% |
| 1Y | +21.4% | -5.8% | +27.2% | +21.2% |
| 3Y | +163.4% | +4.7% | +158.7% | +141.6% |
| 5Y | +152.5% | +42.7% | +109.8% | +96.2% |
| 10Y | +592.1% | +141.0% | +451.2% | +330.0% |
| All | +592.1% | +143.6% | +448.5% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling